We use stochastic kriging, a metamodeling technique, to speed up nested simulation of expected shortfall, a portfolio risk measure. Evaluating a risk measure of a portfolio that includes derivative ...

Daniel Jassy, CFA, is an Investopedia Academy instructor and the founder of SPYderCRusher Research. He contributes to Excel and Algorithmic Trading. Robert Kelly is managing director of XTS Energy LLC ...

Dublin, July 02, 2025 (GLOBE NEWSWIRE) -- The "Investment Performance Measurement, Attribution & Risk" training has been added to ResearchAndMarkets.com's offering. This is a comprehensive, hands-on ...

Craig E. Taylor, 68, an expert in multihazard risk management who shaped new directions in catastrophe modeling and risk simulation, particularly for earthquakes, died on May 31 in Torrance, Calif., ...

This is a preview. Log in through your library . Abstract This paper describes a computer simulation of insurer financial behavior, based upon a risk-theoretic model previously reported in the Journal ...

This course is available on the BSc in Management, BSc in Statistics with Finance, International Exchange (1 Term) and International Exchange (Full Year). This course is available as an outside option ...

SimSci-Esscor Inplant 4.1 simulation software, a program that simulates multiphase flow in plant utility and relief networks, provides the flexibility to model applications ranging from a depressuring ...